+1,340.7%
URI vs TYL
+168.7%
+1,172.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | -9.8% | +6.7% | -16.4% | -12.2% |
| 30D | +1.7% | +26.5% | -24.8% | -7.7% |
| 3M | -9.1% | +37.3% | -46.3% | -20.9% |
| 6M | +9.9% | +31.2% | -21.3% | -4.4% |
| YTD | +31.2% | -7.4% | +38.6% | +31.8% |
| 1Y | +25.9% | -9.6% | +35.5% | +27.8% |
| 3Y | +147.4% | +1.9% | +145.5% | +129.6% |
| 5Y | +179.7% | -21.1% | +200.9% | +185.4% |
| All | +1,340.7% | +168.7% | +1,172.0% | +707.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling